中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Modified two-point stepsize gradient methods for unconstrained optimization

文献类型:期刊论文

作者Dai, YH; Yuan, JY; Yuan, YX
刊名COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
出版日期2002-04-01
卷号22期号:1页码:103-109
关键词unconstrained optimization steepest descent method two-point stepsize gradient method nonmonotone line search
ISSN号0926-6003
英文摘要For unconstrained optimization, the two-point stepsize gradient method is preferable over the classical steepest descent method both in theory and in real computations. In this paper we interpret the choice for the stepsize in the two-point stepsize gradient method from the angle of interpolation and propose two modified two-point stepsize gradient methods. The modified methods are globally convergent under some mild assumptions on the objective function. Numerical results are reported, which suggest that improvements have been achieved.
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000174634500005
出版者KLUWER ACADEMIC PUBL
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/17669]  
专题计算数学与科学工程计算研究所
通讯作者Dai, YH
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math, LSEC, Beijing 100080, Peoples R China
2.Univ Fed Parana, Ctr Politecn, Dept Matemat, BR-81531990 Curitiba, Parana, Brazil
推荐引用方式
GB/T 7714
Dai, YH,Yuan, JY,Yuan, YX. Modified two-point stepsize gradient methods for unconstrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2002,22(1):103-109.
APA Dai, YH,Yuan, JY,&Yuan, YX.(2002).Modified two-point stepsize gradient methods for unconstrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,22(1),103-109.
MLA Dai, YH,et al."Modified two-point stepsize gradient methods for unconstrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 22.1(2002):103-109.

入库方式: OAI收割

来源:数学与系统科学研究院

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